OREANDA-NEWS. June 9, 2011. For the week of May 30 - June 3, 2011 the total trading volume on FORTS (Futures & Options on RTS) equaled 1,088.03 billion rubles or 18.70 million contracts, including 143.04 billion rubles during the evening trading session. The total open interest as of the last day of the week, June 3, 2011 reached 432.67 billion rubles or 10.00 million contracts.

Last week the trading volume in the cash-settled futures contract on gasoil (summer grade) launched within the framework of the joint project between RTS Group and Saint Petersburg Exchange reached RUB241.00 million or 10.34 thousand contracts and the trading volume of the futures contract on wheat amounted to RUB57.73 million or 7.25 thousand contracts. The trading volume in the power futures contract that was introduced by RTS Group and Moscow Energy Exchange reached RUB125.18 million or 2.93 thousand contracts.

 

Week

May 30 - June 3

Week

May 23-27

Change, %

Futures contracts

Trading volume, rubles

960,397,647,563

1,057,461,973,866

-9.18%

Trading volume, contracts

17,113,521

20,156,408

-15.10%

Number of trades

3,449,344

3,983,876

-13.42%

Total open interest, rubles

230,423,033,659

221,075,479,195

4.23%

Total open interest, contracts

6,447,374

6,676,200

-3.43%

Options Contracts

Trading volume, rubles

127,636,664,037

142,290,995,176

-10.30%

Trading volume, contracts

1,581,645

1,672,937

-5.46%

Number of trades

111,203

110,073

1.03%

Total open interest, rubles

202,248,658,808

178,812,909,279

13.11%

Total open interest, contracts

3,550,766

3,073,960

15.51%

Total

Trading volume, rubles

1,088,034,311,599

1,199,752,969,042

-9.31%

Trading volume, contracts

18,695,166

21,829,345

-14.36%

Number of trades

3,560,547

4,093,949

-13.03%

Total open interest, rubles

432,671,692,467

399,888,388,474

8.20%

Total open interest, contracts

9,998,140

9,750,160

2.54%

 

No

Code

Contract

Turnover

RUB

Contracts

1

RI

Cash-settled futures contract on RTS Index

724,072,364,327

6,935,903

2

Si

Cash-settled futures contract on USD/RUB exchange rate

82,378,369,397

2,942,608

3

GZ

Deliverable futures contract on Gazprom ordinary shares

31,795,823,825

1,567,280

4

ED

Cash-settled futures contract on EUR/USD exchange rate

31,642,346,171

785,356

5

SR

Deliverable futures contract on Sberbank ordinary shares

27,808,924,971

2,867,988

6

SV

Cash-settled futures contract on refined silver

14,967,836,080

144,399

7

BR

Cash-settled Brent oil futures contract

13,136,534,261

408,481

8

GD

Cash-settled futures contract on gold

9,050,911,508

210,717

9

LK

Deliverable futures contract on LUKOIL ordinary shares

7,469,730,355

419,157

10

GM

Deliverable futures contract on MMC NORILSK NICKEL ordinary shares

3,022,587,461

42,780

11

PT

Cash-settled futures contract on platinum

2,430,602,250

47,608

12

RN

Deliverable futures contract on Rosneft ordinary shares

1,951,725,525

81,164

13

RS

Cash-settled futures contract on RTS Standard Index

1,801,527,650

16,088

14

O4

Deliverable futures contract on the four-year federal loan bonds

1,410,455,226

135,406

15

VB

Deliverable futures contract on VTB Bank ordinary shares

1,307,096,086

151,312

16

O2

Deliverable futures contract on the two-year federal loan bonds

1,292,950,323

125,672

17

GU

Cash-settled futures contract on GBP/USD Exchange Rate

1,165,152,187

25,430

18

SP

Deliverable futures contract on Sberbank preferred shares

874,444,388

128,093

19

Eu

Cash-settled futures contract on EUR/RUB exchange rate

702,864,303

17,391

20

MR

Cash-settled futures contract on Average Interest Rate of the Overnight Credit MosPrime

613,083,532

620

21

AU

Cash-settled futures contract on AUD/USD Exchange Rate

512,084,020

17,190

22

SN

Deliverable futures contract on Surgutneftegas ordinary shares

220,606,194

8,179

23

TN

Deliverable futures contract on Transneft preferred shares

190,467,298

4,691

24

CH

Deliverable futures contract on Severstal ordinary shares

106,763,521

2,105

25

VX

Cash-settled futures contract  on the Russian Volatility Index

94,499,649

6,558

26

HY

Deliverable futures contract on RusHydro ordinary shares

86,751,323

6,391

27

SA

Cash-settled futures contract on raw sugar

73,488,418

4,892

28

UK

Deliverable futures contract on OJSC "Uralkali" ordinary shares

68,607,952

2,869

29

MP

Cash-settled futures contract on average rate of the three month MosPrime credit

42,780,400

2,918

30

TT

Deliverable futures contract on Tatneft ordinary shares

29,214,318

1,830

31

PD

Cash-settled futures contract on palladium

24,263,478

112

32

CU

Cash-settled futures contract on copper

14,012,615

556

33

NK

Deliverable futures contract on NOVATEK ordinary shares

13,902,665

381

34

MT

Deliverable futures contract on MTS ordinary shares

7,514,410

321

35

SG

Deliverable futures contract on preferred shares of Surgutneftegas

7,055,047

505

36

Ro

Cash-settled futures contract on the RTS Oil & Gas Index

5,271,319

425

37

FS

Deliverable futures contract on ordinary shares of "FGC UES"

5,035,111

145

38

RI

Futures-style options on RTS Index futures contract

119,837,230,325

1,140,225

39

SR

Futures-style options on Sberbank futures contract

2,454,923,500

241,206

40

GZ

Futures-style options on Gazprom futures contract

2,336,665,500

115,535

41

Si

Futures-style options on USD/RUB exchange rate futures contract

1,297,189,250

46,497

42

GM

Futures-style options on MMC NORILSK NICKEL futures contract

1,029,010,000

14,663

43

LK

Futures-style options on LUKOIL futures contract

262,277,000

14,553

44

TN

Futures-style options on futures contract  on Transneft preferred shares

154,772,000

3,672

45

GD

Futures-style options on gold futures contract

118,211,928

2,712

46

SV

Futures-style options on refined silver futures contract

96,454,283

883

47

BR

Futures-style options on Brent oil future

36,549,836

1,141

48

ED

Futures-style options on EUR/USD futures contract

8,690,830

218

49

VB

Futures-style options on futures contract on JSC VTB Bank ordinary shares

2,257,000

265

50

SN

Futures-style options on futures on ordinary shares of Surgutneftegas

1,200,000

48

51

PT

Futures-style options on futures on platinum

1,120,085

22

52

RN

Futures-style options on futures on ordinary shares of Rosneft

112,500

5

 

 

Total:

1,088,034,311,599

18,695,166